+174.6%
ZTS vs UL
+120.7%
+54.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.0% | -1.3% | -0.6% | -1.4% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | -4.0% | +17.6% | -21.6% | -10.8% |
| 6M | -39.1% | -5.4% | -33.8% | -37.9% |
| YTD | -38.8% | +0.7% | -39.5% | -39.2% |
| 1Y | -49.6% | -9.3% | -40.3% | -47.8% |
| 3Y | -59.0% | +24.5% | -83.5% | -63.1% |
| 5Y | -61.8% | +23.2% | -85.0% | -66.0% |
| 10Y | +61.4% | +64.5% | -3.0% | +28.6% |
| All | +174.6% | +120.7% | +54.0% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling